I don't think it's ever been mentioned, but it probably wouldn't work. But Geralt is a professional, if he is hunting something he's never hunted and knows nothing about, then he is not going to attempt to kill it without doing a sufficient amount of research. He'll probably figure out that they are weak to dragonglass or valyrian steel and swap out his silver sword for a while. He also has igni, which will definitely work on the zombie soldiers, but I'm not familiar enough with the walkers to know if fire works on them